Anic Equity¶

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Total return since start: 0.658 %¶

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Equity now: -----------------------------> 50650.75 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43291.88 Kr¶

PnL: ---------------------------------------> -410.71 Kr¶

DD now: ---------------------------------> -4.649 %¶

Max portfolio DD since start: ----> -13.025 %¶

Anic Portfolio¶

Today¶

Return: -0.193 %¶

This Week¶

Return: -0.193 %¶

Total portfolio value¶

Return including deposits: 65.826 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.090000 2084.200000 43.350000 2.120000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.560000 3433.300000 22.100000 0.650000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.800000 1117.000000 16.000000 1.450000 1101.000000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Sagax B 4 -1.510000 888.800000 5.600000 0.630000 883.200000
Hexatronic Group 15 2.110000 1073.100000 5.400000 0.510000 1067.700000
Sagax A 4 -0.890000 888.000000 4.000000 0.450000 884.000000
Hennes & Mauritz B 6 -0.770000 913.200000 3.240000 0.360000 909.960000
AcadeMedia 20 -0.690000 977.600000 2.000000 0.210000 975.600000
Atrium Ljungberg B 5 -0.610000 903.000000 1.500000 0.170000 901.500000
ASSA ABLOY B 4 -1.350000 992.000000 1.200000 0.120000 990.800000
SKF B 5 -1.360000 978.000000 0.000000 0.000000 978.000000
Latour B 4 -3.040000 854.000000 0.000000 0.000000 854.000000
Sandvik 4 -1.540000 845.200000 -0.400000 -0.050000 845.600000
BHG Group 109 -5.450000 1418.090000 -1.090000 -0.080000 1419.180000
Biotage 1 -8.110000 145.000000 -2.500000 -1.690000 147.500000
Addnode Group B 7 -2.870000 899.500000 -3.500000 -0.390000 903.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
BioGaia B 8 -2.350000 896.000000 -6.400000 -0.710000 902.400000
Alimak Group 12 -0.840000 997.200000 -7.200000 -0.720000 1004.400000
JM 7 -2.400000 938.700000 -9.100000 -0.960000 947.800000
OX2 12 -4.170000 896.400000 -10.200000 -1.130000 906.600000
Gränges 10 2.910000 1024.000000 -12.000000 -1.160000 1036.000000
Vitrolife 3 -3.250000 660.600000 -16.400000 -2.420000 677.000001
Catena 2 -1.850000 787.200000 -16.400000 -2.040000 803.600000
Byggmax Group 33 -3.230000 948.420000 -16.500000 -1.710000 964.920000
Investor B 3 -2.270000 639.900000 -18.100000 -2.750000 657.999999
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.520000 973.800000 -34.200000 -3.390000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.550000 2633.760000 -349.820000 -11.720000 2983.577733
TOTAL 43295.250000 -407.340000 -4.64423% 43702.591732

Updated:¶

'2023-06-19 16:33:16.175445'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶